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In measuring prepayment speeds for a pool of mortgages with the assumption of 125 PSA, which of the following statements regarding the conditional prepayment rate (CPR) and single monthly mortality rate (SMM) is least accurate? A. The SMM in month 20 is 0.004265319. B. The SMM in month 35 is 0.00760156. C. The CPR in month 35 is 0.075. D. The CPR in month 20 is 0.05. |